BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 8,590
COMMITMENTS
649 1,648 942 6,035 5,158 7,625 7,748 965 842
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 648)
-7 48 91 520 440 604 579 44 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 19.2 11.0 70.3 60.0 88.8 90.2 11.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 8 20 22 30 33
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,594
COMMITMENTS
18,059 5,305 15,493 16,850 20,759 50,403 41,556 4,191 13,037
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -355)
252 2,442 -985 -9 -1,194 -742 263 387 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 9.7 28.4 30.9 38.0 92.3 76.1 7.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 21 28 35 30 72 65
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 7,200
COMMITMENTS
352 675 1,851 4,251 4,024 6,453 6,549 746 650
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 409)
47 97 156 165 219 369 471 41 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 9.4 25.7 59.0 55.9 89.6 91.0 10.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 11 11 24 20 36 34
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,868
COMMITMENTS
252 504 2,409 3,586 2,285 6,248 5,198 620 1,670
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 212)
-2 87 61 162 9 220 157 -8 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 7.3 35.1 52.2 33.3 91.0 75.7 9.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 9 9 8 18 18
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,940
COMMITMENTS
102,992 71,790 94,334 80,981 92,875 278,306 258,998 21,634 40,942
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -23,405)
3,385 5,041 -25,579 -519 -4,549 -22,713 -25,087 -692 1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 23.9 31.5 27.0 31.0 92.8 86.3 7.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
112 114 119 86 93 254 277
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 338,763
COMMITMENTS
102,953 72,674 90,331 111,399 128,394 304,682 291,398 34,081 47,365
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 8,706)
459 4,103 4,848 3,426 -580 8,733 8,371 -27 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 21.5 26.7 32.9 37.9 89.9 86.0 10.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
119 105 134 142 128 328 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,916
COMMITMENTS
2,412 853 543 661 2,432 3,616 3,827 1,300 1,089
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -210)
-293 -81 2 108 17 -183 -62 -26 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 17.4 11.0 13.5 49.5 73.5 77.9 26.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
28 6 12 18 22 52 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 58,004
COMMITMENTS
18,087 15,296 18,779 11,445 8,801 48,311 42,876 9,693 15,127
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 2,229)
-51 -264 1,946 -366 181 1,528 1,863 700 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 26.4 32.4 19.7 15.2 83.3 73.9 16.7 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
53 70 63 55 54 146 158
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 4,853
COMMITMENTS
233 3,715 176 3,175 610 3,584 4,501 1,269 351
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 83)
25 63 -19 41 26 48 70 35 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 76.6 3.6 65.4 12.6 73.9 92.8 26.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 5 9 4 15 13
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 31,907
COMMITMENTS
1,653 15,525 3,698 25,876 10,679 31,227 29,901 680 2,006
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 145)
8 9 -69 218 285 157 225 -12 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 48.7 11.6 81.1 33.5 97.9 93.7 2.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 23 19 28 26 51 56
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 44,687
COMMITMENTS
32,552 654 0 10,918 43,448 43,470 44,102 1,217 585
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -331)
1,015 -13,213 0 -1,367 12,980 -352 -233 21 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 1.5 0.0 24.4 97.2 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 4 0 7 10 18 14
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,055
COMMITMENTS
23,350 36,993 7,424 53,608 38,545 84,382 82,963 29,673 31,093
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -6,752)
-7,860 -4,877 1,145 -1,679 1,586 -8,395 -2,146 1,643 -4,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 32.4 6.5 47.0 33.8 74.0 72.7 26.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
22 32 10 21 28 50 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,107
COMMITMENTS
18,316 34,679 1,139 38,719 4,845 58,175 40,663 6,933 24,444
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 7,696)
-1,812 5,007 619 8,515 1,046 7,323 6,671 373 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 53.3 1.7 59.5 7.4 89.4 62.5 10.6 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 21 6 13 11 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 132,707
COMMITMENTS
33,429 64,895 3,773 89,476 57,626 126,678 126,294 6,029 6,413
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -5,245)
-4,305 -24,957 474 -2,660 19,258 -6,492 -5,225 1,247 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 48.9 2.8 67.4 43.4 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
45 65 12 21 21 74 91
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 305,055
COMMITMENTS
53,084 140,607 31,504 186,624 90,410 271,213 262,522 33,843 42,534
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,325)
1,704 -149 -3,361 223 771 -1,434 -2,740 109 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 46.1 10.3 61.2 29.6 88.9 86.1 11.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
36 62 27 27 45 81 116
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 198,115
COMMITMENTS
73,916 38,501 20,097 76,788 101,899 170,801 160,497 27,314 37,618
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 10,999)
-4,221 5,457 1,812 13,365 2,097 10,956 9,367 43 1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 19.4 10.1 38.8 51.4 86.2 81.0 13.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
30 42 24 35 40 80 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 478,817
COMMITMENTS
123,971 236,045 40,063 264,828 136,735 428,862 412,843 49,955 65,974
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 40,063)
14,056 29,087 2,697 23,070 8,858 39,822 40,642 240 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 49.3 8.4 55.3 28.6 89.6 86.2 10.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
73 94 57 62 63 158 193
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 30,454
COMMITMENTS
12,894 878 448 7,168 25,606 20,510 26,932 9,944 3,522
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 267)
-453 -286 84 17 646 -352 444 619 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 2.9 1.5 23.5 84.1 67.3 88.4 32.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 2 3 5 8 14 13
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 28,702
COMMITMENTS
20,080 2,989 493 6,296 24,247 26,869 27,729 1,833 973
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -127)
-60 -2,309 -40 -133 2,172 -233 -177 106 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 10.4 1.7 21.9 84.5 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 7 2 3 5 20 14
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 47,413
COMMITMENTS
29,513 29,666 158 12,805 13,729 42,476 43,553 4,937 3,860
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 289)
-1,449 -9,032 -41 2,220 9,143 730 70 -441 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 62.6 0.3 27.0 29.0 89.6 91.9 10.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
46 18 6 11 14 58 37
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,558,547
COMMITMENTS
708,893 2232609 7633211 9474467 7496803 17816571 17362623 741,976 1195924
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -728,093)
-44,870 -11,975 -559,044 -164,304 -160,954 -768,218 -731,973 40,124 3,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 12.0 41.1 51.1 40.4 96.0 93.6 4.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
49 112 135 134 140 281 299
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 852,492
COMMITMENTS
109,281 90,007 135,901 493,362 511,074 738,545 736,981 113,947 115,511
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -1,995)
4,434 -11,816 2,723 -3,629 10,391 3,528 1,298 -5,523 -3,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 10.6 15.9 57.9 60.0 86.6 86.5 13.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
162 168 176 245 253 493 512
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 130,166
COMMITMENTS
10,548 2,244 30,981 55,932 52,053 97,461 85,277 32,704 44,888
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -121)
2,072 -1,510 2,734 -1,166 219 3,641 1,444 -3,761 -1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 1.7 23.8 43.0 40.0 74.9 65.5 25.1 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
22 12 28 35 32 71 60
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,611,632
COMMITMENTS
517,594 462,740 500,674 2187149 2295106 3205417 3258520 406,215 353,112
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: -9,371)
15,228 -48,115 -3,474 -12,316 50,858 -562 -731 -8,809 -8,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 12.8 13.9 60.6 63.5 88.8 90.2 11.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
150 164 163 237 243 467 490
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,328
COMMITMENTS
22,329 2,945 126 49,479 78,107 71,934 81,178 12,394 3,150
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,470)
-221 459 -479 433 2,010 -267 1,990 1,737 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 3.5 0.1 58.7 92.6 85.3 96.3 14.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 6 2 43 34 59 42
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,246
COMMITMENTS
37,087 5,285 1,602 18,399 50,876 57,088 57,762 6,158 5,484
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 1,565)
5,092 -523 -448 -785 2,956 3,860 1,985 -2,295 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 8.4 2.5 29.1 80.4 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
91 51 24 65 70 167 135
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,229
COMMITMENTS
185,435 26,424 8,010 91,994 254,378 285,440 288,811 30,790 27,418
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 7,824)
25,460 -2,614 -2,238 -3,923 14,778 19,298 9,926 -11,474 -2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 8.4 2.5 29.1 80.4 90.3 91.3 9.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
91 51 24 65 70 167 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 142,484
COMMITMENTS
79,520 50,894 13,030 19,589 55,276 112,139 119,200 30,345 23,284
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 11,424)
7,470 2,970 392 1,389 6,678 9,251 10,040 2,173 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.8 35.7 9.1 13.7 38.8 78.7 83.7 21.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
42 26 18 20 26 75 57
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 33,116
COMMITMENTS
11,160 3,335 8 14,635 25,085 25,803 28,428 7,313 4,688
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 254)
1,533 776 0 146 -495 1,679 281 -1,425 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 10.1 0.0 44.2 75.7 77.9 85.8 22.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 5 1 13 11 27 17
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 54,100
COMMITMENTS
13,327 6,674 1,769 29,992 29,752 45,088 38,195 9,012 15,905
CHANGES FROM 10/11/16 (CHANGE IN OPEN INTEREST: 3,384)
2,380 631 -247 83 906 2,216 1,290 1,168 2,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 12.3 3.3 55.4 55.0 83.3 70.6 16.7 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 14 6 26 28 50 44
Updated October 21, 2016